Nonlinear adventures at the zero lower bound
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Recommendations
- The zero lower bound, the dual mandate, and unconventional dynamics
- New Keynesian dynamics in a low interest rate environment
- Optimal monetary policy when interest rates are bounded at zero
- Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model
- Macroeconomic dynamics near the ZLB: a tale of two countries
Cites work
- Estimating Macroeconomic Models: A Likelihood Approach
- New Keynesian dynamics in a low interest rate environment
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
- The zero lower bound, the dual mandate, and unconventional dynamics
Cited in
(36)- Was the New Deal expansionary?
- DEEP EQUILIBRIUM NETS
- Coherence without rationality at the zero lower bound
- Inequality and the zero lower bound
- Limited asset market participation and monetary policy in a small open economy
- Optimal fiscal and monetary policy with occasionally binding zero bound constraints
- Using a hyperbolic cross to solve non-linear macroeconomic models
- Collateral constraints, the zero lower bound, and the debt-deflation mechanism
- Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model
- When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning
- Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate
- New Keynesian dynamics in a low interest rate environment
- Fiscal policy interventions at the zero lower bound
- The fiscal state-dependent effects of capital income tax cuts
- Assessing DSGE model nonlinearities
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- A shadow rate New Keynesian model
- Occasionally binding liquidity constraints and macroeconomic dynamics
- Efficient VAR discretization
- The inflation bias under Calvo and Rotemberg pricing
- Scalable global solution techniques for high-dimensional models in Dynare
- Back in time. Fast. Accelerated time iterations
- The zero lower bound, the dual mandate, and unconventional dynamics
- Is Rotemberg pricing justified by macro data?
- Macroeconomic dynamics near the ZLB: a tale of two countries
- Resolution of financial crises
- Disciplining expectations and the forward guidance puzzle
- The extended perturbation method: With applications to the New Keynesian model and the zero lower bound
- A reconsideration of money growth rules
- Deflationary traps, agents' beliefs and fiscal-monetary policies
- Dynamic perturbation
- Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
- Banks, money, and the zero lower bound on deposit rates
- Computational methods for production-based asset pricing models with recursive utility
- Multiplicity in New Keynesian models
- Fiscal consolidation and its cross-country effects
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